-38.0%
AA vs MUB
+78.4%
-116.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +4.8% | +1.0% | +3.8% | +4.1% |
| 30D | -0.6% | +3.9% | -4.5% | -3.1% |
| 3M | -16.3% | -0.4% | -15.9% | -16.1% |
| 6M | -33.4% | -0.6% | -32.9% | -33.1% |
| YTD | -20.7% | +0.4% | -21.1% | -20.8% |
| 1Y | +12.9% | +0.8% | +12.1% | +12.4% |
| 3Y | +75.7% | +11.3% | +64.4% | +65.4% |
| 5Y | -6.8% | +3.4% | -10.2% | -9.5% |
| 10Y | +53.6% | +21.9% | +31.7% | +43.7% |
| All | -38.0% | +78.4% | -116.3% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling